13.94Open13.47Pre Close9 Volume280 Open Interest195.00Strike Price11.41KTurnover28.30%IV0.31%PremiumJul 19, 2024Expiry Date11.54Intrinsic Value100Multiplier12DDays to Expiry0.56Extrinsic Value100Contract SizeAmericanOptions Type-0.8794Delta0.0244Gamma15.42Leverage Ratio-0.0605Theta-0.0348Rho-13.56Eff Leverage0.0662Vega